Empirical likelihood approach for change-point estimation based on residuals in piecewise linear models

被引：0

作者：

Gao, Pengli ^{[1
]}

Xia, Zhiming ^{[1
]}

机构：

[1] Northwest Univ, Sch Math, Xian 710127, Shaanxi, Peoples R China

来源：

COMMUNICATIONS IN STATISTICS-THEORY AND METHODS | 2021年 / 50卷 / 10期

关键词：

Piecewise linear model; residuals; empirical distribution function; change-point; CONFIDENCE-INTERVALS; REGIONS;

D O I：

10.1080/03610926.2019.1667395

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

This paper considers the problem of structural changes. The empirical likelihood approach is used to estimate change-point in piecewise linear models. And theoretically we establish the consistency of the estimated change-point fraction in piecewise linear models based on residuals. Monte Carlo simulation also shows that the estimated break point fraction converges to its true value

引用

页码：2371 / 2381

页数：11

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